[R-SIG-Finance] index creation

BBands bbands at gmail.com
Thu Apr 24 23:01:48 CEST 2014


Hi All,

Is there are elegant way to create security indices in R? I am
specifically thinking of things like equal-weighted industry group or
market sector indexes. I can do it the brute force way, but I can't
help but suspecting that there is a nice index constructor or
something similar lying about in some package that I haven't noticed.

Best regards to all,

      John



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